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25FRM一级
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25年FRM一级高等班
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2.基础知识
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4.估值与风险模型
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3-Session 2 Fixed Income Securities (Risk management)
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1.Duration - Macaulay Duration and Modified Duration 41.sz
10.Key Rate - Portfolio Risk 361.sz
11.Forward Bucket 01 485.sz
12.Mortgage and mortgage pools (1) 313.sz
13.Mortgage and mortgage pools - 计算器 648.sz
14.Mortgage and mortgage pools (2) 61.sz
15.Mortgage-Backed Securities - Securitization 988.sz
16.Mortgage-Backed Securities - Agency MBS 23.sz
17.Mortgage-Backed Securities - TBA 28.sz
18.Valuation of MBS - prepayment 613.sz
19.Valuation of MBS - Monte Carlo Simulation 9.sz
2.Duration - Dollar Duration and DV01 468.sz
20.Forward rate agreements 733.sz
21.Treasury bond futures 448.sz
22.SOFR futures (1) 313.sz
23.SOFR futures (2) 478.sz
24.Hedging strategies 534.sz
25.Complementar 169.sz
3.Duration - Curve duration 134.sz
4.Convexity (1) 29.sz
5.Convexity (2) 614.sz
6.Portfolio Convexity 890.sz
7.Hedging 466.sz
8.Principal Compoments Analysis 110.sz
9.Key Rate 01s 605.sz
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